I forgot to add another important class of model parameters estimators: maximum a posteriori (MAP)
2008/8/21 Pilar Tugores Ferra <[EMAIL PROTECTED]>: > > I would add Ordinary Least Squares (It may be the same as your SS), Weighted > Least Squares, Maximum Likelihood and Restricted Maximum Likelihood. > These four methods are available in the function likfit of the package geoR. > I've been using it a little bit and I think sometimes one method works better > than the other one but I don't know the clues for making an a priori decision! > > > Mª Pilar Tugores Ferrà > > Becaria FPI - PhD Student > > Acústica de Pesquerías > > I.E.O. - Centro Oceanográfico de Baleares > > Muelle de Poniente s/n > > 07015 Palma de Mallorca (España) > > Tel.: (34) 971 401561 > > > -----Mensaje original----- > De: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] En nombre de G. Allegri > Enviado el: 21 August 2008 00:09 > Para: Paul Hiemstra > CC: [email protected] > Asunto: Re: [R-sig-Geo] variogram question > >> You spoke of more sophisticated methods of automatically choosing between >> models, what kind of methods did you have in mind? > > Here's a list I gathered some time ago. Many of them are just buzzwords form > me! > > ‧ Adjusted R-squared (Wherry 1931) > ‧ Bootstrap (Efron 1979) > ‧ Cross-validation (Stone 1974; Geisser 1975) > – Generalized cross-validation (GCV) (Craven and Wahba 1979) > – k-fold cross-validation > – Leave-one-out cross-validation > ‧ Jacknife > ‧ Linear regression > ‧ Shibata's model selector (sms) (Shibata 1981) > ‧ Signal-to-noise ratio > ‧ Test set validation > ‧ Akaike information criterion (AIC) > – AIC (Akaike 1973) > – AICc (Hurvich and Tsai 1989) > – QAIC (Lebreton, et al. 1992) > – QAICc (Lebreton, et al. 1992) > – AICW (Wilks 1995) > ‧ CAT (Parzen 1974, 1977) > ‧ CP (Mallow's Cp) (Mallows 1973) > ‧ Deviance information criterion (DIC) (Spiegelhalter, et al. 2002) > ‧ FIC (Wei 1992) > ‧ Final prediction error (FPE) (Akaike 1969) > ‧ FPEα (Bhansali and Downham 1977) > ‧ FPEC (de Luna 1998) > ‧ FPER (Larsen and Hansen 1994) > ‧ GM (Geweke and Meese 1981) > ‧ Generalized prediction error (GPE) (Moody 1991, 1992) > ‧ Hannan and Quinn Criterion (HQ) (Hannan and Quinn 1979) > ‧ KIC (Cavanaugh 1999) > ‧ KICc (Cavanaugh 2004) > ‧ Minimum description length (MDL) (Rissanen 1978) > ‧ Minimum message length (MML) (Wallace and Boulton 1968) > ‧ Predicted squared error (PSE) (Barron 1984) > ‧ PRESS (Allen 1974) > ‧ Schwarz criterion (also Schwarz information criterion (SIC) or > Bayesian information criterion (BIC) or Schwarz-Bayesian information > criterion) (Schwarz 1978) > ‧ Structural risk minimization (SRM) (Vapnik and Chervonenkis 1974) > ‧ TIC (Takeuchi's information criterion) (Takeuchi 1976) > ‧ VC-dimension (Vapnik and Chervonekis 1968, 1971; Vapnik 1979) > _______________________________________________ > R-sig-Geo mailing list > [email protected] > https://stat.ethz.ch/mailman/listinfo/r-sig-geo > > La información contenida en este e-mail y sus ficheros adjuntos es totalmente > confidencial y no debería ser usado si no fuera usted alguno de los > destinatarios. Si ha recibido este e-mail por error, por favor avise al > remitente y bórrelo de su buzón o de cualquier otro medio de almacenamiento. > This email is confidential and should not be used by anyone who is not the > original intended recipient. If you have received this e-mail in error > please inform the sender and delete it from your mailbox or any other > storage mechanism. > _______________________________________________ R-sig-Geo mailing list [email protected] https://stat.ethz.ch/mailman/listinfo/r-sig-geo
